LORELAI: Ah, I just love the idea of shrimp cocktail with a steak dinner, you know?
Shrimp cocktail is the American term for prawn cocktail, a dish consisting of shelled, cooked prawns in a cocktail sauce, served in a glass. In the US, a cocktail sauce is made with ketchup and horseradish, sometimes with chilli sauce, slightly different to the Commonwealth version of mayonnaise and tomato sauce with Worcestershire sauce and lemon juice. Shrimp cocktail was very fashionable from the 1960s to the 1980s, and is now seen as a bit kitschy. Shrimp cocktail with a steak dinner remains a classic.
The Annotated Gilmore Girls 